Actionable Options for Thursday, May, 21
Options with increasing call volume and implied volatility: DE HPQ WDAY
Options with increasing put volume and implied volatility: BABA AAL QCOM
RT Options Scanner shows Transocean (RIG) August 24 call option implied volatility decreased 4% to 42 according to IVolatility.
Option volatility pulls back for company’s reporting results
Best Buy (BBY) up $1.72 to $35.50 after reporting better than expected Q1 results. Current 30-day call IVXM is at 26 compared to a one-month ago level of 33. Current 30-day call IVXM is at 18 compared to a one-month ago level of 20.
Salesforce.com (CRM) up $3.10 to $73.26 on better than expected Q1 results. Current 30-day call IVXM is at 35 compared to a one-month ago level of 33.
Williams-Sonoma (WSM) up $1.32 to $79.21 after reporting Q1 EPS of 48c, compared to consensus 45c. Current 30-day call IVXM is at 19 compared to a one-month ago level of 21.
NetApp (NTAP) down $4.06 to $31.27 after reporting less than expected Q4 report. Current 30-day call IVXM is at 21 compared to a one-month ago level of 30 according to Advanced Options at IVolatlity.